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       Framework for Supervisory Information Ab...
         Table of Contents
         Executive Summary
         I. Introduction
         II. Catalogue of information for supervi...
         III. Common minimum information framewor...
         Annexes (1 - 6)










 

Framework for Supervisory Information About Derivatives and Trading Activities

Table of Contents

Executive Summary
I. Introduction
II. Catalogue of information for supervisory purposes
  1. Credit risk
  2. Liquidity risk
  3. Market risk
  4. Earnings
III. Common minimum information framework
Annexes (1 - 6)
  • Annex 1: Framework for Supervisory Information on Derivatives and Trading Activities
  • Annex 2: Derivatives data elements and their uses
  • Annex 3: Common minimum information framework
  • Annex 4: Examples of market risk information under an internal models approach
  • Annex 5: Examples of market risk information under a standardised approach
  • Annex 6: Definitions for elements of the common minimum information framework

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